Gorilla sessions provides a means to wire up a storage system for session management provided you adhere to the interface provided. Currently, they give you two stores out of the box. One is a FilesystemStore that adheres to the interface that simply stores and retrieves session based data on the server's filesystem. The CookieStore as another option, reads and writes to the browsers built-in cookie system to accomplish the same thing using another means.
Gorilla sessions really has nothing to do with Redis, but knowing this, you can easily use your own session storage with Gorilla provided you build a RedisStore that adheres to the Gorilla sessions Store interface. It really all depends on your capability and what you are looking for in a session store system. Gorilla basically gives you two options out of the box with an option for providing your own that suits your app.
Also, if you do get around to building a RedisStore that can work with Gorilla Sessions consider making it open-source since it would be a great addition to the Go community.
You have to evaluate the needs and performance requirements of your app to figure out which storage system to use. Why does Redis possibly make sense? Well if you are building an app that does heavy writes/modifications and this data needs to persist Redis is well known to help you scale your app so long as you utilize it properly. A Redis backed session will perform really well if you know what you are doing.
Last point, should you get Redis involved consider using this wonderful Go package: Redigo as your Redis client library.